RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable BN_REVGAPVR
Quarterly Data From 1966:01 To 2006:04
Usable Observations    164      Degrees of Freedom   162
Centered R**2     0.005183      R Bar **2  -0.000958
Uncentered R**2   0.075682      T x R**2      12.412
Mean of Dependent Variable      0.7309126047
Std Error of Dependent Variable 2.6546844964
Standard Error of Estimate      2.6559558806
Sum of Squared Residuals        1142.7644656
Log Likelihood                    -391.89573
Durbin-Watson Statistic             1.393585

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.831957008  0.367794017      2.26202  0.02369624
2.  DUM98Q1                  -0.460313393  0.391056988     -1.17710  0.23915538

Difference in means =       -0.46031

Statistics on Series T_OVN_STDDEV
Quarterly Data From 1947:01 To 3196:04
Observations               5000
Sample Mean            0.672703      Variance            2.822555
Standard Error         1.680046      of Sample Mean      0.023759
t-Statistic (Mean=0)  28.313064      Signif Level        0.000000
Skewness               0.879679      Signif Level (Sk=0) 0.000000
Kurtosis (excess)     -0.038019      Signif Level (Ku=0) 0.583436
Jarque-Bera          645.164251      Signif Level (JB=0) 0.000000

Minimum               -2.439556      Maximum             7.516599
01-%ile               -1.740765      99-%ile             5.068732
05-%ile               -1.337441      95-%ile             3.991530
10-%ile               -1.082000      90-%ile             3.299560
25-%ile               -0.565746      75-%ile             1.819512
Median                 0.142371

